-50.6%
ZTS vs ADSK
-34.7%
-15.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.7% | -2.5% | -1.2% | -3.3% |
| 30D | -0.8% | -14.9% | +14.1% | +1.8% |
| 3M | -9.7% | +3.3% | -13.1% | -11.1% |
| 6M | -38.4% | -15.7% | -22.7% | -37.7% |
| YTD | -41.1% | -28.2% | -12.9% | -39.0% |
| 1Y | -50.6% | -34.5% | -16.1% | -48.4% |
| All | -50.6% | -34.7% | -15.9% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ADSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling